Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47430.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46032.09 Kr¶

PnL: ---------------------------------------> -856.48 Kr¶

DD now: ---------------------------------> -2.467 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 12:24:50.016945'

Anic Portfolio¶

Today¶

Return: 0.254 %¶

This Week¶

Return: -1.008 %¶

Total¶

Return: 55.274 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.510000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 -1.010000 782.800000 109.800000 16.320000 673.000000
Nordea Bank Abp 29 1.570000 3538.000000 84.000000 2.430000 3453.999992
SAAB B 8 -0.420000 3428.800000 51.800000 1.530000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.210000 394.500000 39.500000 11.130000 355.000000
Boozt 12 1.220000 1692.000000 38.000000 2.300000 1653.999996
Resurs Holding 22 1.740000 604.120000 30.120000 5.250000 573.999998
Corem Property Group B 59 0.390000 601.210000 24.210000 4.200000 576.999999
Swedbank A 3 1.430000 584.100000 20.100000 3.560000 564.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Intrum 4 0.040000 545.000000 18.000000 3.420000 527.000000
Securitas B 6 1.730000 586.080000 16.080000 2.820000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.640000 542.500000 14.500000 2.750000 527.999997
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.910000 570.150000 8.150000 1.450000 562.000005
Samhällsbyggnadsbo. i Norden D 12 2.240000 252.240000 6.240000 2.540000 246.000000
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Coor Service Management Hold. 8 0.220000 536.800000 4.800000 0.900000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.690000 543.750000 -2.250000 -0.410000 546.000000
International Petroleum Corp. 5 4.530000 577.000000 -17.570000 -2.960000 594.565215
CTEK 13 -2.960000 514.930000 -19.070000 -3.570000 533.999999
Midsona B 63 -0.780000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -0.840000 544.600000 -29.400000 -5.120000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Sampo Oyj SDB 7 0.740000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 1.140000 1434.600000 -229.400000 -13.790000 1663.999992
Axfood 13 0.300000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 -1.120000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46032.090000 -856.480000 -2.46723% 46888.564618

Updated:¶

'2023-01-27 12:25:03.036558'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶